Farm Products Industry Report

September 2021



Exploratory Data Analysis

Distribution of the Response

Correlation between Covariates and Response

Avg Pct Change Sd Pct Change Avg Vol Pe Ratio Price to Sales Ratio Price to Book Ratio Price to Fcf Ratio Debt to Equity Ratio Pays Dividend Dividend Yield Response
min -1% 0.2% 1920 0.0 0.000 0.000 0.00 0.000 0.000 0% -1.060
first_quart -0.1% 1.3% 17300 0.0 0.242 0.000 0.00 0.472 0.000 0% -0.110
median 0% 1.8% 148000 11.1 0.555 0.920 4.21 1.040 1.000 0.8% 0.174
mean 0% 2% 1140000 56.9 1.290 0.978 19.60 1.160 0.602 1.3% 0.207
third_quart 0.2% 2.5% 1070000 17.0 1.750 1.540 13.20 1.480 1.000 1.9% 0.506
max 1.2% 9.7% 9230000 2450.0 26.400 4.630 1900.00 17.800 1.000 13.8% 1.510



Model Tuning

Random Forest Models

Gradient Boosted Models



Final Models

Random Forest Model

Model Info and Metrics

  • min_n: 1, mtry: 7
  • Mean Absolute Error: 0.1088
  • Root Mean Squared Error: 0.1855


Gradient Boosted Model

Model Info and Metrics

  • learn_rate: 0.1, mtry: 3, tree_depth: 7
  • Mean Absolute Error: 0.0144
  • Root Mean Squared Error: 0.0218




Future Predictions

Company Quarter Price RF Prediction GB Prediction
FDP 2021 Q2 $32.25 50.3% 45.11%
IBA 2021 Q2 $44.96 33.8% 46.97%
AGFS 2021 Q2 $2.15 23.02% 49.55%
CRESY 2021 Q1 $5.08 17.18% 34.45%
ADM 2021 Q2 $63.48 14.75% 10.88%
CHSCP 2021 Q2 $30.02 9.6% 9.5%
TSN 2021 Q2 $77.58 7.38% -4.89%
AQB 2021 Q2 $5.74 -0.47% -35.29%
LMNR 2021 Q2 $18.32 -6.9% 22.69%
BG 2021 Q2 $84.42 -11.95% -14.63%
AGRO 2021 Q2 $9.94 -13.21% -21.33%
PME 2020 Q3 $1.09 -13.85% -9.78%
ALCO 2021 Q2 $31.62 -16.71% -0.48%
LND 2021 Q1 $4.56 -17.86% -38%
VITL 2021 Q2 $22.14 -27.55% -28.62%
VFF 2021 Q2 $10.53 -28.31% -39.66%
APPH 2021 Q2 $15.95 -31.33% -31.52%
CALM 2021 Q2 $37.44 -42.39% -46.52%
SANW 2021 Q1 $3.58 -42.63% -51.66%